Anic Equity¶

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Total return since start: 0.706 %¶

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Equity now: -----------------------------> 52107.32 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47948.2 Kr¶

PnL: ---------------------------------------> -983.8 Kr¶

DD now: ---------------------------------> -1.907 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 11:36:47.147089'

Anic Portfolio¶

Today¶

Return: -0.304 %¶

This Week¶

Return: -0.399 %¶

Total portfolio value¶

Return including deposits: 70.586 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2354.000000 165.000000 7.540000 2189.000000
Svolder B 35 -2.120000 2257.500000 78.500000 3.600000 2179.000005
BHG Group 49 2.190000 708.540000 69.540000 10.880000 638.999984
Embracer Group B 26 1.790000 729.950000 67.950000 10.260000 661.999988
Vitrolife 3 0.250000 726.000000 49.000000 7.240000 677.000001
SynAct Pharma 9 3.130000 682.200000 37.200000 5.770000 645.000003
Biotage 4 0.880000 638.400000 35.400000 5.870000 603.000000
Addnode Group B 6 2.580000 786.600000 34.600000 4.600000 751.999998
Xvivo Perfusion 3 -0.170000 879.000000 34.000000 4.020000 845.000001
Profoto Holding 7 2.620000 603.400000 21.400000 3.680000 581.999999
Humana 40 0.460000 695.200000 21.200000 3.150000 674.000000
Eastnine 6 -0.890000 667.200000 10.200000 1.550000 657.000000
Sdiptech B 3 0.220000 826.800000 4.800000 0.580000 822.000000
Addtech B 3 -0.680000 704.400000 4.400000 0.630000 699.999999
Volati 5 0.000000 572.000000 -2.000000 -0.350000 574.000000
Fortnox 10 2.590000 665.600000 -2.400000 -0.360000 668.000000
Latour B 2 -0.220000 444.000000 -5.000000 -1.110000 449.000000
NCC B 7 0.330000 647.500000 -6.500000 -0.990000 653.999997
Sampo Oyj SDB 1 0.710000 498.000000 -7.000000 -1.390000 505.000000
Investor B 3 0.140000 648.300000 -9.700000 -1.470000 657.999999
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Gaming Innovation Group 161 0.390000 4169.900000 -18.100000 -0.430000 4187.999942
Indutrade 5 0.150000 1301.000000 -19.000000 -1.440000 1320.000000
BONESUPPORT HOLDING 10 -0.910000 1203.000000 -21.000000 -1.720000 1224.000000
Nolato B 12 -0.480000 624.000000 -24.000000 -3.700000 648.000000
SCA A 4 -2.590000 571.200000 -27.800000 -4.640000 599.000000
Lime Technologies 2 -0.180000 557.000000 -36.000000 -6.070000 593.000000
Balco Group 39 0.110000 1823.250000 -51.750000 -2.760000 1874.999997
Creades A 7 0.700000 555.100000 -55.900000 -9.150000 610.999998
Ambea 68 0.440000 2476.560000 -60.440000 -2.380000 2537.000032
Investor A 16 0.230000 3449.600000 -95.400000 -2.690000 3545.000000
Lundin Gold 7 -1.280000 866.600000 -107.400000 -11.030000 973.999999
Sedana Medical 135 -3.590000 4136.400000 -194.600000 -4.490000 4330.999935
New Wave B 40 -0.730000 3718.000000 -198.000000 -5.060000 3916.000000
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
Bactiguard Holding B 37 -0.980000 2604.800000 -362.200000 -12.210000 2966.999993
TOTAL 47948.200000 -983.800000 -1.90705% 48931.999868

Updated:¶

'2023-06-16 11:37:03.788737'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶